Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
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Publication:2114826
DOI10.1007/S10589-021-00344-WzbMATH Open1487.90603arXiv2104.02823OpenAlexW4226050483MaRDI QIDQ2114826FDOQ2114826
Authors: E. G. Birgin, J. M. Martínez 
Publication date: 15 March 2022
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Abstract: A general framework for solving nonlinear least squares problems without the employment of derivatives is proposed in the present paper together with a new general global convergence theory. With the aim to cope with the case in which the number of variables is big (for the standards of derivative-free optimization), two dimension-reduction procedures are introduced. One of them is based on iterative subspace minimization and the other one is based on spline interpolation with variable nodes. Each iteration based on those procedures is followed by an acceleration step inspired in the Sequential Secant Method. The practical motivation for this work is the estimation of parameters in Hydraulic models applied to dam breaking problems. Numerical examples of the application of the new method to those problems are given.
Full work available at URL: https://arxiv.org/abs/2104.02823
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Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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